He blinked when she called him cute, because he wasn't certain if he'd ever heard that term used when describing him. Megalomaniac, insane...those kinds of words, but never cute. "I don't know. It would probably be fun for me to watch you throw up a shield and dodge snow flurries." Not that he'd rain down a heavy snowfall on her like that, but the image was still pretty amusing nonetheless.
"You know I could teleport behind you, right?" he asked as he leaned down and packed a snowball up, then pitched it in her direction.